I built my own relay shield since I didn't have one, but you can easily buy a small relay shield for very cheap on Ebay. Due to the size of my breadboard I had to keep the "relay shield" on the outside of the enclosure, not very practical but was fine for testing the project.

This is how my little experiment turned out:

As you can see this takes quite alot of space and I will soon replace my DIY "relay shield" with a smaller alternative from ebay. This would fit nicely into my outlet box.

I recently purchased my ethernet shield, relay shield and a lcd module to show the main unit's status at all time.
The final plan is to house and arduino in each room with it's relay outlet boxes connected and the main unit near my router. The arduino's would communicate to main unit via RF and the main unit to my web server.
Coding and schematics is available on request!